Caxton Associates

Manages hedge funds trading global markets

Quantitative Developer

Quantitative DevelopmentConfirmed live in the last 24 hours

Full-timeBengaluru, Karnataka, IndiaNo salary listedIn-person

About the Job

Requirements

A bachelor's degree in a quantitative field, such as Computer Science, Mathematics, or Engineering.
At least 7 years of relevant experience in hedge funds, investment banks, or the financial services domain.
Strong quantitative reasoning and software design skills.
Professional Python skills.
A clear grasp of SQL and relational database fundamentals.
Web development skills.
Strong verbal and written communication skills.
Operate with a high degree of ethics and integrity.

Responsibilities

Build and maintain scalable web services for applications and front office users.
Build front-end tools for market monitoring, trade screening, and risk management, including web dashboards or Excel tools backed by robust libraries or web services.
Design and build data solutions and ETL processes using SQL, NoSQL, C#, and Python for market data, quantitative analytics, and alpha generation.
Build and maintain quantitative libraries in Python.
Promote best coding practices within the firm.

Desired Qualifications

Knowledge of financial instruments and data, including FX, futures, interest rate derivatives, and options.
Proficiency in another programming language such as C#, Java, or C++.
Experience with AWS.

Quantitative Developer

Caxton Associates · Bengaluru, India · — · Posted 2026-10-07

Workplace: on_site

Department: Quantitative Analysis Group

Description

We are seeking a Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD). This team is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management.

Responsibilities:

Build and maintain scalable web services for applications and front office users
Build front end tools for market monitoring, trade screening and risk management. Front end tools can be either web dashboards or Excel tools backed by robust libraries or web services
Design and build data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation
Build and maintain quant libraries in Python.
Promote best coding practices within the firm

Requirements

Bachelor's degree in quantitative field (Computer Science, Mathematics or Engineering)
7+ years of relevant experience in hedge Funds, investment banks or financial services domain
Excellent quantitative reasoning and software design
Demonstrated professional Python skills
Clear grasp of SQL and relational database fundamentals
Web development skills
Strong verbal and written communication skills
Operates with the highest degree of ethics and integrity

Nice to have:

Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options
Proficiency in another programming language such as C#, Java or C++
Experience with AWS

Apply

Apply at Caxton Associates

About the Company

Caxton Associates

Manages hedge funds trading global markets

Caxton Associates manages hedge funds that trade global financial markets for institutional investors and private clients. Its global macro approach turns views on economies, politics and policy into positions across liquid asset classes, including currencies and bonds. Investment teams combine economic research with market data and company analysis, while risk specialists monitor exposure and potential losses. The manager earns fees for overseeing investor capital and for investment performance, with funds structured as private investment vehicles. Founded in 1983, Caxton Associates is headquartered in London, England, and operates through Caxton Associates LLP and affiliated entities.

Company size: 201-500
Company stage: Not listed
Total funding: $48.6M
Headquarters: City of Westminster, United Kingdom
Founded: 1983

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